| Publication | Date of Publication | Type |
|---|
Continuous-parameter time series
De Gruyter Studies in Mathematics | 2024-08-13 | Paper |
Aspects of non-causal and non-invertible CARMA processes
Journal of Time Series Analysis | 2021-11-25 | Paper |
Sampling, embedding and inference for CARMA processes
Journal of Time Series Analysis | 2019-06-17 | Paper |
Continuous Auto-Regressive Moving Average Random Fields on Rn
Journal of the Royal Statistical Society Series B: Statistical Methodology | 2019-05-09 | Paper |
Introduction to Time Series and Forecasting
Springer Texts in Statistics | 2016-09-22 | Paper |
CARMA processes as solutions of integral equations
Statistics & Probability Letters | 2015-12-23 | Paper |
Prediction of Lévy-driven CARMA processes
Journal of Econometrics | 2015-10-30 | Paper |
High-frequency sampling of a continuous-time ARMA process
Journal of Time Series Analysis | 2014-11-20 | Paper |
Recent results in the theory and applications of CARMA processes
Annals of the Institute of Statistical Mathematics | 2014-09-26 | Paper |
Bootstrapping continuous-time autoregressive processes
Annals of the Institute of Statistical Mathematics | 2014-02-17 | Paper |
Integration of CARMA processes and spot volatility modelling
Journal of Time Series Analysis | 2013-10-09 | Paper |
High-frequency sampling and kernel estimation for continuous-time moving average processes
Journal of Time Series Analysis | 2013-10-09 | Paper |
Ornstein-Uhlenbeck related models driven by Lévy processes
Statistical Methods for Stochastic Differential Equations | 2013-04-03 | Paper |
Parametric estimation of the driving Lévy process of multivariate CARMA processes from discrete observations
Journal of Multivariate Analysis | 2013-03-12 | Paper |
Strictly stationary solutions of multivariate ARMA equations with i.i.d. noise
Annals of the Institute of Statistical Mathematics | 2012-12-27 | Paper |
Estimation for non-negative Lévy-driven CARMA processes
Journal of Business and Economic Statistics | 2011-04-13 | Paper |
High-frequency sampling and kernel estimation for continuous-time moving average processes
(available as arXiv preprint) | 2011-01-01 | Paper |
Strictly stationary solutions of autoregressive moving average equations
Biometrika | 2010-09-22 | Paper |
CARMA\((p,q)\) generalized random processes
Journal of Statistical Planning and Inference | 2010-09-20 | Paper |
An Overview of Asset–Price Models
Handbook of Financial Time Series | 2009-11-27 | Paper |
Lévy–Driven Continuous–Time ARMA Processes
Handbook of Financial Time Series | 2009-11-27 | Paper |
Existence and uniqueness of stationary Lévy-driven CARMA processes
Stochastic Processes and their Applications | 2009-07-29 | Paper |
Time series: Theory and methods
Springer Series in Statistics | 2009-05-26 | Paper |
Gaussian Maximum Likelihood Estimation For ARMA Models. I. Time Series
Journal of Time Series Analysis | 2008-06-18 | Paper |
Estimation for Nonnegative Lévy-Driven Ornstein-Uhlenbeck Processes
Journal of Applied Probability | 2008-03-07 | Paper |
| Editor's melange | 2008-01-09 | Paper |
| scientific article; zbMATH DE number 5224882 (Why is no real title available?) | 2008-01-09 | Paper |
Continuous-time GARCH processes
The Annals of Applied Probability | 2007-08-08 | Paper |
Gaussian maximum likelihood estimation for ARMA models. II: Spatial processes
Bernoulli | 2006-11-06 | Paper |
| scientific article; zbMATH DE number 2199141 (Why is no real title available?) | 2005-08-25 | Paper |
| scientific article; zbMATH DE number 2148870 (Why is no real title available?) | 2005-03-21 | Paper |
Representations of continuous-time ARMA processes
Journal of Applied Probability | 2004-10-25 | Paper |
Asymptotic properties of some subset vector autoregressive process estimators
Journal of Multivariate Analysis | 2004-10-01 | Paper |
Generalized Levinson--Durbin and Burg algorithms.
Journal of Econometrics | 2004-01-26 | Paper |
| Continuous-time ARMA processes | 2003-06-09 | Paper |
Introduction to Time Series and Forecasting
Springer Texts in Statistics | 2002-05-23 | Paper |
Lévy-driven CARMA processes
Annals of the Institute of Statistical Mathematics | 2002-04-11 | Paper |
An asymptotic test for separability of a spatial autoregressive model
Communications in Statistics: Theory and Methods | 2000-06-13 | Paper |
A Class of Non-Embeddable ARMA Processes
Journal of Time Series Analysis | 2000-03-01 | Paper |
ESTIMATION OF THE COEFFICIENTS OF A MULTIVARIATE LINEAR FILTER USING THE INNOVATIONS ALGORITHM
Journal of Time Series Analysis | 1999-03-07 | Paper |
| scientific article; zbMATH DE number 932632 (Why is no real title available?) | 1999-02-22 | Paper |
Linear prediction for a class of multivariate stable processes
Communications in Statistics. Stochastic Models | 1998-09-14 | Paper |
On the Existence and Application of Continuous-Time Threshold Autoregressions of Order Two
Advances in Applied Probability | 1998-02-18 | Paper |
Continuous-time threshold AR(1) processes
Advances in Applied Probability | 1997-02-24 | Paper |
| scientific article; zbMATH DE number 954235 (Why is no real title available?) | 1996-12-05 | Paper |
Order determination for multivariate autoregressive processes using resampling methods
Journal of Multivariate Analysis | 1996-08-05 | Paper |
A NOTE ON THE EMBEDDING OF DISCRETE‐TIME ARMA PROCESSES
Journal of Time Series Analysis | 1996-04-08 | Paper |
| scientific article; zbMATH DE number 775745 (Why is no real title available?) | 1995-11-12 | Paper |
On the approximation of continuous time threshold ARMA processes
Annals of the Institute of Statistical Mathematics | 1995-10-18 | Paper |
| scientific article; zbMATH DE number 777877 (Why is no real title available?) | 1995-07-24 | Paper |
On permissible correlations for locally correlated stationary processes
Statistics & Probability Letters | 1995-02-22 | Paper |
| scientific article; zbMATH DE number 641220 (Why is no real title available?) | 1994-09-20 | Paper |
On continuous-time threshold ARMA processes
Journal of Statistical Planning and Inference | 1994-09-08 | Paper |
On the control of an infinite capacity storage system
Stochastic Hydrology and Hydraulics | 1994-01-21 | Paper |
| scientific article; zbMATH DE number 218657 (Why is no real title available?) | 1993-06-29 | Paper |
Estimating the noise parameters from observations of a linear process with stable innovations
Journal of Statistical Planning and Inference | 1993-04-01 | Paper |
| scientific article; zbMATH DE number 107549 (Why is no real title available?) | 1993-01-23 | Paper |
ON THE EXISTENCE OF STATIONARY THRESHOLD AUTOREGRESSIVE MOVING-AVERAGE PROCESSES
Journal of Time Series Analysis | 1992-09-27 | Paper |
Time series: theory and methods.
Springer Series in Statistics | 1992-09-17 | Paper |
| scientific article; zbMATH DE number 49657 (Why is no real title available?) | 1992-09-17 | Paper |
Simple consistent estimation of the coefficients of a linear filter
Stochastic Processes and their Applications | 1988-01-01 | Paper |
On the general bilinear time series model
Journal of Applied Probability | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4102349 (Why is no real title available?) | 1988-01-01 | Paper |
| scientific article; zbMATH DE number 4120003 (Why is no real title available?) | 1988-01-01 | Paper |
Time series: theory and methods
Springer Series in Statistics | 1987-01-01 | Paper |
The extinction time of a general birth and death process with catastrophes
Journal of Applied Probability | 1986-01-01 | Paper |
Linear prediction of ARMA processes with infinite variance
Stochastic Processes and their Applications | 1985-01-01 | Paper |
The extinction time of a birth, death and catastrophe process and of a related diffusion model
Advances in Applied Probability | 1985-01-01 | Paper |
Asymptotic conditional inference for regular nonergodic models with an application to autoregressive processes
The Annals of Statistics | 1984-01-01 | Paper |
Optimal replacement policies with continuously varying observable damage
Stochastic Processes and their Applications | 1984-01-01 | Paper |
CATASTROPHE PROCESSES WITH CONTINUOUS STATE-SPACE1
Australian Journal of Statistics | 1983-01-01 | Paper |
Storage processes with general release rule and additive inputs
Advances in Applied Probability | 1982-01-01 | Paper |
Extreme values, range and weak convergence of integrals of Markov chains
Journal of Applied Probability | 1982-01-01 | Paper |
On Non-Normal Invariance Principles for Multi-Response Permutation Procedures
Australian Journal of Statistics | 1982-01-01 | Paper |
| scientific article; zbMATH DE number 3772800 (Why is no real title available?) | 1982-01-01 | Paper |
Birth, immigration and catastrophe processes
Advances in Applied Probability | 1982-01-01 | Paper |
The control of a finite dam
Journal of Applied Probability | 1982-01-01 | Paper |
| High-Efficiency Estimation for the Positive Stable Laws | 1981-01-01 | Paper |
A note on estimation for gamma and stable processes
Biometrika | 1980-01-01 | Paper |
Invariant imbedding and dams with Markovian input rate
Journal of Applied Probability | 1980-01-01 | Paper |
A stochastic model for a replicating population subjected to mass emigration due to population pressure
Mathematical Biosciences | 1979-01-01 | Paper |
ESTIMATION FOR THE POSITIVE STABLE LAWS, I
Australian Journal of Statistics | 1979-01-01 | Paper |
Inference for gamma and stable processes
Biometrika | 1978-01-01 | Paper |
Expansions for the positive stable laws
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1978-01-01 | Paper |
Stationary distributions for dams with additive input and content-dependent release rate
Advances in Applied Probability | 1977-01-01 | Paper |
The minimum of an additive process with applications to signal estimation and storage theory
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1976-01-01 | Paper |
Emptiness times of a dam with stable input and general release function
Journal of Applied Probability | 1975-01-01 | Paper |
Deviations from monotonicity of a Wiener process with drift
Journal of Applied Probability | 1974-01-01 | Paper |
On the spectrum of a class of matrices arising in storage theory
Zeitschrift für Wahrscheinlichkeitstheorie und Verwandte Gebiete | 1973-01-01 | Paper |
A storage model in which the net growth-rate is a Markov chain
Journal of Applied Probability | 1972-01-01 | Paper |
A population process with Markovian progenies
Journal of Mathematical Analysis and Applications | 1970-01-01 | Paper |
Stochastic population processes in the theory of radiative transfer
Journal of Applied Probability | 1970-01-01 | Paper |
Bounds for the Asymptotic Growth Rate of an Age-Dependent Branching Process
Journal of the Australian Mathematical Society | 1969-01-01 | Paper |
The characterization of criticality for one-dimensional transport processes
Journal of Mathematical Analysis and Applications | 1968-01-01 | Paper |
On the Number of Associative Triples in an Algebra of <i>n</i> Elements
Canadian Journal of Mathematics | 1967-01-01 | Paper |
A stochastic population process and its application to bubble chamber measurements
Journal of Applied Probability | 1966-01-01 | Paper |
An asymptotic expansion for the tail of a binomial distribution and its application in queueing theory
Journal of Applied Probability | 1964-01-01 | Paper |
Exact solutions of one-dimensional scattering problems
Il Nuovo Cimento | 1964-01-01 | Paper |
The transient behaviour of the queueing system <i>Gi/M/1</i>
Journal of the Australian Mathematical Society | 1963-01-01 | Paper |
The transient behaviour of a single server queue with batch arrivals
Journal of the Australian Mathematical Society | 1963-01-01 | Paper |
